Quantitative tools
Portfolio and track-record tools
Explore how equal-weighted strategy combinations behave on historical data, test Sharpe ratio confidence intervals for finite samples, or browse monthly performance archives.
Interactive calculators
- Portfolio & correlation simulatorCombine 15 systematic strategies on fixed capital, inspect combined drawdowns and Sharpe ratios, and compare pairwise correlations.
- Two-strategy comparisonCompare monthly returns, complementary months and month-end drawdowns using public data.
- Sharpe ratio confidence calculatorCompute standard errors, 95% confidence intervals and multiple-testing haircuts for 12 to 60-month track records.
- Monthly performance archive (24 months)Month-by-month cross-strategy returns, dispersion, category breakdowns and Bitcoin benchmark comparisons.
- Raw returns dataset (JSON & CSV)Download machine-readable monthly return series for your own portfolio scripts and spreadsheets.